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A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1508408522

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion

About this item

Full title

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion

Author / Creator

Publisher

Cambridge, UK: Cambridge University Press

Journal title

British Actuarial Journal, 2014-03, Vol.19 (1), p.140-156

Language

English

Formats

Publication information

Publisher

Cambridge, UK: Cambridge University Press

More information

Scope and Contents

Contents

This abstract relates to the following paper:
Richards
S. J.
,
Currie
I. D.
and
Ritchie
G. P.
A Value-at-Risk framework for longevity trend risk.
British Actuarial Journal
, doi:
10.1017/S1357321712000342

Alternative Titles

Full title

A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion

Authors, Artists and Contributors

Author / Creator

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_1508408522

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_1508408522

Other Identifiers

ISSN

1357-3217

E-ISSN

2044-0456,1748-5002

DOI

10.1017/S1357321713000342

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